ICE Russell 2000 Mini Future March 2009


Trading Metrics calculated at close of trading on 11-Mar-2009
Day Change Summary
Previous Current
10-Mar-2009 11-Mar-2009 Change Change % Previous Week
Open 343.9 365.7 21.8 6.3% 385.6
High 369.6 377.0 7.4 2.0% 386.2
Low 343.1 362.5 19.4 5.7% 342.0
Close 365.2 364.8 -0.4 -0.1% 354.5
Range 26.5 14.5 -12.0 -45.3% 44.2
ATR 19.1 18.8 -0.3 -1.7% 0.0
Volume 172,880 201,998 29,118 16.8% 890,372
Daily Pivots for day following 11-Mar-2009
Classic Woodie Camarilla DeMark
R4 411.5 402.8 372.8
R3 397.0 388.3 368.8
R2 382.5 382.5 367.5
R1 373.8 373.8 366.3 371.0
PP 368.0 368.0 368.0 366.8
S1 359.3 359.3 363.5 356.5
S2 353.5 353.5 362.3
S3 339.0 344.8 360.8
S4 324.5 330.3 356.8
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 493.5 468.3 378.8
R3 449.3 424.0 366.8
R2 405.0 405.0 362.5
R1 379.8 379.8 358.5 370.3
PP 361.0 361.0 361.0 356.3
S1 335.5 335.5 350.5 326.3
S2 316.8 316.8 346.5
S3 272.5 291.5 342.3
S4 228.3 247.3 330.3
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 377.0 341.6 35.4 9.7% 18.5 5.1% 66% True False 178,171
10 406.8 341.6 65.2 17.9% 18.5 5.1% 36% False False 174,645
20 456.2 341.6 114.6 31.4% 17.5 4.8% 20% False False 156,250
40 475.3 341.6 133.7 36.7% 19.3 5.3% 17% False False 137,275
60 518.6 341.6 177.0 48.5% 19.8 5.4% 13% False False 131,888
80 518.6 341.6 177.0 48.5% 19.8 5.4% 13% False False 99,834
100 554.2 341.6 212.6 58.3% 16.8 4.6% 11% False False 79,868
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.0
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 438.5
2.618 415.0
1.618 400.5
1.000 391.5
0.618 386.0
HIGH 377.0
0.618 371.5
0.500 369.8
0.382 368.0
LOW 362.5
0.618 353.5
1.000 348.0
1.618 339.0
2.618 324.5
4.250 301.0
Fisher Pivots for day following 11-Mar-2009
Pivot 1 day 3 day
R1 369.8 363.0
PP 368.0 361.3
S1 366.5 359.3

These figures are updated between 7pm and 10pm EST after a trading day.

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